-1.5%
BAC vs PPG
+38.5%
-40.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +2.9% |
| 7D | +1.5% | +7.5% | -5.9% | -0.1% |
| 30D | -4.4% | +20.9% | -25.3% | -8.3% |
| 3M | -17.5% | +8.7% | -26.2% | -19.0% |
| 6M | -0.1% | +23.8% | -23.9% | -5.1% |
| YTD | -4.6% | +26.5% | -31.1% | -11.4% |
| 1Y | -1.5% | +37.6% | -39.1% | -9.7% |
| All | -1.5% | +38.5% | -40.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling